By using this site you're consenting to the use of cookies and analytics. learn more
Got it

We use cookies to remember your browser only when you are a client. They are necessary for site functionality.
We use Google Analytics to better understand our users. No personally identifiable information is ever collected.
If you request service through our online form, we will store your contact information. We never share this data with 3rd parties.
If you do not want to use the site but still need service, please feel free to contact us.

Close

CLO Ratings

The ratings displayed on this tab are not issued or maintained by EJR in its capacity as an NRSRO.

OC Overcollateralization | IC Interest Coverage | IG Investment Grade | HY High Yield
SECURITYREPORTEJR RatingOther NRSRODiffCurr Par SubordOC TriggerOC CurrentOC Curr/ TriggerIC TriggerIC CurrentIC Curr/ TriggerDate
GCBSL 2020-48A CLO C GCBSL 2020-48AA+ (sf)N/A16.37113.6121.81.07110149.11.3610/17/24
GCBSL 2020-48A CLO D GCBSL 2020-48ABB+ (sf)N/A10.77108114.11.06105136.81.310/17/24
GCBSL 2020-48A CLO E GCBSL 2020-48ABB- (sf)N/A6.91104.2109.41.05   10/17/24
GCBSL 2020-50A CLO A1R GCBSL 2020-50AAAA (sf)AAA36.97123.3133.41.08120175.31.4610/17/24
GCBSL 2020-50A CLO A2R GCBSL 2020-50AAAA (sf)AAA36.97123.3133.41.08120175.31.4610/17/24
GCBSL 2020-50A CLO AJR GCBSL 2020-50AAAA (sf)N/A33.92123.3133.41.08120175.31.4610/17/24
GCBSL 2020-50A CLO BR GCBSL 2020-50AAAA (sf)AA23.75123.3133.41.08120175.31.4610/17/24
GCBSL 2020-50A CLO CR GCBSL 2020-50AA+ (sf)A16.631141221.07110158.11.4410/17/24
GCBSL 2020-50A CLO DR GCBSL 2020-50ABB+ (sf)BBB10.53103.7108.81.05   10/17/24
GCBSL 2020-50A CLO ER GCBSL 2020-50ABB- (sf)BB-6.47103.7108.81.05   10/17/24
GCBSL 2020-52A CLO AR GCBSL 2020-52AAAA (sf)AAA35.99121.9132.11.08120161.91.3510/17/24
GCBSL 2020-52A CLO BR GCBSL 2020-52AAAA (sf)AA22.98121.9132.11.08120161.91.3510/17/24
GCBSL 2020-52A CLO CR GCBSL 2020-52AA+ (sf)AA17.19114.7122.91.07110149.31.3610/17/24
GCBSL 2020-52A CLO DR GCBSL 2020-52ABB+ (sf)BBB-10.69107.8113.91.06105135.51.2910/17/24
GCBSL 2020-52A CLO ER GCBSL 2020-52ABB- (sf)BB-6.62103.81091.05   10/17/24
GCBSL 2021-53A CLO A GCBSL 2021-53AAAA (sf)AAA36.03123.5133.41.08120168.11.410/17/24
GCBSL 2021-53A CLO B GCBSL 2021-53AAAA (sf)AA23.96123.5133.41.08120168.11.410/17/24
GCBSL 2021-53A CLO C GCBSL 2021-53AA+ (sf)A18.88117.2125.11.07110156.51.4210/17/24
GCBSL 2021-53A CLO D GCBSL 2021-53ABB+ (sf)BBB-12.45110115.91.05105142.41.3610/17/24
GCBSL 2021-53A CLO E GCBSL 2021-53ABB- (sf)BB-6.58103.7108.61.05   10/17/24
GCBSL 2021-55A CLO A GCBSL 2021-55AAAA (sf)N/A37.5121.6131.91.08120165.11.3810/17/24
GCBSL 2021-55A CLO B GCBSL 2021-55AAAA (sf)N/A22.76121.6131.91.08120165.11.3810/17/24
GCBSL 2021-55A CLO C GCBSL 2021-55AA+ (sf)N/A17.12114.6122.91.07115152.61.3310/17/24
GCBSL 2021-55A CLO D GCBSL 2021-55ABB+ (sf)N/A11.15108.4114.71.06110139.81.2710/17/24
GCBSL 2021-55A CLO E GCBSL 2021-55ABB- (sf)N/A7.51104.9110.21.05   10/17/24
GCBSL 2021-58A CLO A1L GCBSL 2021-58AAAA (sf)N/A37.31122.5132.41.08120162.71.3610/17/24
GCBSL 2021-58A CLO A1 GCBSL 2021-58AAAA (sf)AAA37.31122.5132.41.08120162.71.3610/17/24
GCBSL 2021-58A CLO A2 GCBSL 2021-58AAAA (sf)AAA34.76122.5132.41.08120162.71.3610/17/24
GCBSL 2021-58A CLO B GCBSL 2021-58AAAA (sf)AA23.03122.5132.41.08120162.71.3610/17/24
GCBSL 2021-58A CLO C GCBSL 2021-58AA+ (sf)A16.92114.7122.61.07110149.11.3610/17/24
GCBSL 2021-58A CLO D GCBSL 2021-58ABB+ (sf)BBB-10.8108.3114.21.051051361.310/17/24
GCBSL 2021-58A CLO E GCBSL 2021-58ABB- (sf)BB-6.47104108.91.05   10/17/24
GCBSL 2022-60A CLO AR GCBSL 2022-60AAAA (sf)AAA36.62122.51321.08120167.41.410/17/24
GCBSL 2022-60A CLO BR GCBSL 2022-60AAAA (sf)AA+22.82122.51321.08120167.41.410/17/24
GCBSL 2022-60A CLO CR GCBSL 2022-60AA+ (sf)A+16.84114.9122.51.07110154.21.410/17/24
GCBSL 2022-60A CLO DR GCBSL 2022-60ABB+ (sf)BBB+11.06108.9114.51.05105142.11.3510/17/24
GCBSL 2022-60A CLO ER GCBSL 2022-60ABB- (sf)BB-6.51104.31091.05   10/17/24
GCBSL 2022-62A CLO AR GCBSL 2022-62AAAA (sf)AAA35.88124135.41.09120156.71.3110/17/24
GCBSL 2022-62A CLO BR GCBSL 2022-62AAAA (sf)N/A23.86124135.41.09120156.71.3110/17/24
GCBSL 2022-62A CLO CR GCBSL 2022-62AA+ (sf)N/A17.85115.8125.11.08110142.11.2910/17/24
GCBSL 2022-62A CLO D1R GCBSL 2022-62ABB+ (sf)N/A12.34108.9116.11.07105128.61.2210/17/24
GCBSL 2022-62A CLO D2R GCBSL 2022-62ABB- (sf)N/A10.84108.9116.11.07105128.61.2210/17/24
GCBSL 2022-62A CLO ER GCBSL 2022-62ABB- (sf)N/A7.83105.5111.61.06   10/17/24
GCBSL 2022-64A CLO A GCBSL 2022-64AAAA (sf)AAA37.27126.3137.21.09120151.41.2610/17/24
GCBSL 2022-64A CLO B GCBSL 2022-64AAAA (sf)AA25.79126.3137.21.09120151.41.2610/17/24
GCBSL 2022-64A CLO C GCBSL 2022-64AA+ (sf)A19.67117.9126.81.08110137.11.2510/17/24
GCBSL 2022-64A CLO D GCBSL 2022-64ABB+ (sf)BBB-13.19110.5117.31.06105123.51.1810/17/24
GCBSL 2022-64A CLO E GCBSL 2022-64ABB- (sf)BB-9.45106.7112.51.05   10/17/24
GCBSL 2023-66A CLO A GCBSL 2023-66AAAA (sf)AAA37.54123.9134.31.08120159.21.3310/17/24
GCBSL 2023-66A CLO AJ GCBSL 2023-66AAAA (sf)AAA35.53123.9134.31.08120159.21.3310/17/24